+199.8%
GS vs GFS
-19.0%
+218.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.0% |
| 7D | +5.9% | +7.4% | -1.5% | +3.9% |
| 30D | +4.3% | -15.3% | +19.6% | +8.4% |
| 3M | -11.7% | -21.1% | +9.4% | -6.9% |
| 6M | -3.2% | -44.5% | +41.3% | +9.5% |
| YTD | +5.8% | +19.2% | -13.4% | -5.9% |
| 1Y | +16.0% | +27.2% | -11.2% | +1.0% |
| 3Y | +199.8% | -20.1% | +219.9% | +176.4% |
| All | +199.8% | -19.0% | +218.8% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling